Master's Programme in Mathematics – Financial Mathematics
120 credits
Outline, TMA2M, FINM
A revised version of the outline is available.
- Code
- TMA2M
- Specialisation code
- FINM
- Finalised by
- The Faculty Board of Science and Technology, 8 November 2012
- Registration number
- TEKNAT 2012/87
Semester 1
- Economics: Microeconomic Theory, 7.5 credits (2NE910) Main field(s) of study and in-depth level: Economics A1N
- Economics: Financial Theory, 7.5 credits (2NE930) Main field(s) of study and in-depth level: Economics A1F, Financial Mathematics A1N
- Economics: Macroeconomic Theory, 7.5 credits (2NE913) Main field(s) of study and in-depth level: Economics A1N
- Financial Derivatives, 7.5 credits (1MA209) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics A1N
Semester 2
- Introduction to Partial Differential Equations, 5 credits (1MA053) Main field(s) of study and in-depth level: Mathematics A1N
- Partial Differential Equations with Applications to Finance, 5 credits (1MA255) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics A1N
Additional courses up to 20 credits can be chosen from the list below and/or be optional courses in National economy.
- Markov Processes, 10 credits (1MS012) Main field(s) of study and in-depth level: Mathematics A1N
- Analysis of Time Series, 10 credits (1MS014) Main field(s) of study and in-depth level: Financial Mathematics A1N, Mathematics A1N
- Scientific Computing III, 5 credits (1TD397) Main field(s) of study and in-depth level: Computational Science A1N, Computer Science A1N, Technology A1N
The student who intends to obtain A Degree of Master (One Year) shall take the following course: Degree project D in Financial Mathematics.
- Degree Project D in Financial Mathematics, 15 credits (1MA181) Main field(s) of study and in-depth level: Financial Mathematics A1E
Semester 3
- Computational Finance, 5 credits (1TD185) Main field(s) of study and in-depth level: Computational Science A1F, Computer Science A1F, Financial Mathematics A1F
- Integration Theory, 10 credits (1MA215) Main field(s) of study and in-depth level: Mathematics A1N
- Measure Theory and Stochastic Integration, 5 credits (1MA051) Main field(s) of study and in-depth level: Financial Mathematics A1F, Mathematics A1F
- Monte Carlo Methods with Financial Applications, 10 credits (1MA214) Main field(s) of study and in-depth level: Financial Mathematics A1F, Mathematics A1F
Semester 4
- Degree Project E in Financial Mathematics, 30 credits (1MA182) Main field(s) of study and in-depth level: Financial Mathematics A2E
Programme syllabus
- Programme syllabus valid from Autumn 2024
- Programme syllabus valid from Autumn 2023
- Programme syllabus valid from Autumn 2022, version 2
- Programme syllabus valid from Autumn 2022, version 1
- Programme syllabus valid from Autumn 2021, version 2
- Programme syllabus valid from Autumn 2021, version 1
- Programme syllabus valid from Autumn 2020
- Programme syllabus valid from Autumn 2019
- Programme syllabus valid from Autumn 2018
- Programme syllabus valid from Autumn 2017
- Programme syllabus valid from Autumn 2016, version 2
- Programme syllabus valid from Autumn 2016, version 1
- Programme syllabus valid from Autumn 2015
- Programme syllabus valid from Autumn 2014
- Programme syllabus valid from Autumn 2013
- Programme syllabus valid from Autumn 2012
- Programme syllabus valid from Autumn 2011